A covariance inequality under a two-part dependence assumption
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Publication:1359746
DOI10.1016/0167-7152(95)00231-6zbMath0877.62052MaRDI QIDQ1359746
Publication date: 24 November 1997
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(95)00231-6
62H99: Multivariate analysis
60E15: Inequalities; stochastic orderings
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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Cites Work
- Multilinear forms and measures of dependence between random variables
- Invariance principles under a two-part mixing assumption
- On dominations between measures of dependence
- Central limit theorems under weak dependence
- On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient
- The functional central limit theorem for strongly mixing processes
- Covariance inequalities for strongly mixing processes
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